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Refactor position handling in RiskCleanupManager to remove redundant mark price checks. Updated logging to focus on contracts and entry price, enhancing clarity in skipped positions. This change improves the efficiency of risk management operations.

Carles Sentis 1 周之前
父节点
当前提交
bb7394197f
共有 2 个文件被更改,包括 4 次插入6 次删除
  1. 3 5
      src/monitoring/risk_cleanup_manager.py
  2. 1 1
      trading_bot.py

+ 3 - 5
src/monitoring/risk_cleanup_manager.py

@@ -141,12 +141,11 @@ class RiskCleanupManager:
                     symbol = position.get('symbol', '')
                     contracts = float(position.get('current_position_size', 0))
                     entry_price = float(position.get('entry_price', 0))
-                    mark_price = float(position.get('mark_price', 0))
-                    unrealized_pnl = float(position.get('unrealized_pnl', 0))
                     roe_percentage = float(position.get('roe_percentage', 0))
+                    unrealized_pnl = float(position.get('unrealized_pnl', 0))
 
-                    if contracts == 0 or entry_price <= 0 or mark_price <= 0:
-                        logger.info(f"Skipping position {symbol}: contracts={contracts}, entry_price={entry_price}, mark_price={mark_price}")
+                    if contracts == 0 or entry_price <= 0:
+                        logger.info(f"Skipping position {symbol}: contracts={contracts}, entry_price={entry_price}")
                         continue
 
                     logger.info(f"[RiskMgmt] {symbol}: ROE={roe_percentage:+.2f}%, Threshold=-{Config.STOP_LOSS_PERCENTAGE}% (Trigger: {roe_percentage <= -Config.STOP_LOSS_PERCENTAGE})")
@@ -170,7 +169,6 @@ Token: {token}\\n
 Lifecycle ID: {lifecycle_id_str}\\n
 Position: {position_side} {abs(contracts):.6f}\\n
 Entry Price: ${entry_price:.4f}\\n
-Current Price: ${mark_price:.4f}\\n
 Unrealized P&L: ${unrealized_pnl:+.2f} ({roe_percentage:+.2f}% ROE)\\n
 Safety Threshold: -{Config.STOP_LOSS_PERCENTAGE}% ROE\\n
 Action: Executing emergency exit order..."""

+ 1 - 1
trading_bot.py

@@ -14,7 +14,7 @@ from datetime import datetime
 from pathlib import Path
 
 # Bot version
-BOT_VERSION = "2.4.216"
+BOT_VERSION = "2.4.217"
 
 # Add src directory to Python path
 sys.path.insert(0, str(Path(__file__).parent / "src"))